基于采样测量值的不确定系统鲁棒H∞滤波

Robust H_∞ Filtering of Uncertain Systems Based on Sampled Measurements

讨论了一类基于采样测量值的不确定系统鲁棒H∞滤波问题,所考虑的系统同时具有连续和离散干扰.对于所有的不确定性,研究了系统稳定性条件,并利用采样测量值设计了一个稳定的滤波器,滤波误差满足指定的H∞性能.给出了滤波器存在的充分条件,并利用矩阵变换得到了设计滤波器的LM I方法,通过求解LM I可以方便地得到滤波器的表达形式.最后,数值算例说明了所设计方法的有效性和可行性.

The problem of robust H∞ filtering of uncertain systems with both continuous and discrete disturbance is addressed based on sampled measurements. The aim is to design a stable filter using sampled measurements, which ensures both the robust stability and prescribed level of H∞ performance of the filtering error dynamics for all admissible uncertainty. Sufficient conditions for the existence of the filter are derived. An LMI method for designing the filters is given by matrix transformations, so that the expression of the filter can be easily obtained. A numerical example shows that the method is effective and feasible.